The easiest way to move an object to 3D cursor
Select the object and then bring up the Snap-To menu with Shift+S and then choose “Selection to cursor”.

As mentioned by @JoanCharmant, Blender version 2.8+ allows you to right-click in the viewport to get a context menu that provides an easy way to get to the 'Snap' options instead of requiring the use of a keyboard shortcut. This option wasn't present at the time this answer was originally written.